//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"CFS Working Paper"
~isPartOf:"Research in international business and finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Algorithmic trading"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Elektronisches Handelssystem
49
Electronic trading
45
Wertpapierhandel
27
Securities trading
23
Theorie
19
Börsenkurs
18
Theory
18
Share price
17
Aktienmarkt
14
Anlageverhalten
13
Behavioural finance
12
Stock market
12
Volatilität
12
Schätzung
11
Volatility
11
Estimation
10
High-frequency trading
10
Marktliquidität
10
Market liquidity
9
Market microstructure
9
Marktmikrostruktur
9
USA
9
United States
8
Efficient market hypothesis
6
Effizienzmarkthypothese
6
Financial market
6
Finanzmarkt
6
Liquidity
6
Algorithmic trading
5
Devisenmarkt
5
Foreign exchange market
5
Liquidität
5
Portfolio selection
5
Portfolio-Management
5
Algorithm
4
Algorithmic Trading
4
Algorithmus
4
Arbitrage
4
Bid-ask spread
4
Bourse
4
more ...
less ...
Online availability
All
Undetermined
25
Free
24
Type of publication
All
Book / Working Paper
33
Article
17
Type of publication (narrower categories)
All
Working Paper
33
Arbeitspapier
29
Graue Literatur
28
Non-commercial literature
28
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
50
Author
All
Ślepaczuk, Robert
6
Itō, Takatoshi
4
Aït-Sahalia, Yacine
2
Bartlett, Robert P.
2
Bellia, Mario
2
Dionne, Georges
2
Gsell, Markus
2
McCrary, Justin
2
Pelizzon, Loriana
2
Poutré, Cédric
2
Subrahmanyam, Marti G.
2
Syamala, Sudhakara Reddy
2
Takayasu, Hideki
2
Takayasu, Misako
2
Uno, Jun
2
Yamada, Kenta
2
Yergeau, Gabriel
2
Yuferova, Darya
2
Bai, Jennie
1
Baranochnikov, Illia
1
Bazzana, Flavio
1
Ben Ammar, Imen
1
Ben Omrane, Walid
1
Bilodeau, Yann
1
Budish, Eric B.
1
Chauhan, Yogesh
1
Chojnacki, Karol
1
Corazza, Marco
1
Du, Songzi
1
Dubey, Ritesh Kumar
1
Dutta, Shantanu
1
Essaddam, Naceur
1
Fasano, Giovanni
1
Ge, Hengshun
1
Ghadhab, Imen
1
Gomber, Peter
1
Goudarzi, Mostafa
1
Grossman, Gene M.
1
Gusso, Riccardo
1
Hashimoto, Yūko
1
more ...
less ...
Institution
All
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Published in...
All
CFS Working Paper
Research in international business and finance
Working paper / National Bureau of Economic Research, Inc.
Working papers
The journal of trading
41
Journal of financial markets
39
Journal of financial economics
32
The journal of futures markets
30
Journal of banking & finance
25
The review of financial studies
21
Wiley trading series
21
Journal of international financial markets, institutions & money
20
Quantitative finance
18
Computational economics
17
Finance research letters
16
NBER working paper series
16
The journal of finance : the journal of the American Finance Association
16
Applied mathematical finance
15
Market microstructure and liquidity
15
International review of financial analysis
14
Research paper series / Swiss Finance Institute
14
Discussion paper / Centre for Economic Policy Research
13
International journal of theoretical and applied finance
12
Journal of financial and quantitative analysis : JFQA
12
Pacific-Basin finance journal
12
NBER Working Paper
11
Review of quantitative finance and accounting
11
Swiss Finance Institute Research Paper
11
The financial review : the official publication of the Eastern Finance Association
11
BIS quarterly review : international banking and financial market developments
10
CFS working paper series
10
Journal of empirical finance
10
Journal of risk and financial management : JRFM
10
SAFE working paper
10
Working Papers / Department of Economics, National University of Ireland
10
Journal of securities operations & custody
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Applied economics
8
Financial innovation : FIN
8
SpringerLink / Bücher
8
Economic perspectives
7
more ...
less ...
Source
All
ECONIS (ZBW)
46
EconStor
4
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
2
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
3
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
4
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
5
The profitability of lead-lag arbitrage at high-frequency
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2022
Persistent link: https://www.econbiz.de/10013380798
Saved in:
6
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
7
International high-frequency arbitrage for cross-listed stocks
Poutré, Cédric
;
Dionne, Georges
;
Yergeau, Gabriel
-
2021
Persistent link: https://www.econbiz.de/10012592176
Saved in:
8
Identification of high-frequency trading : a machine learning approach
Goudarzi, Mostafa
;
Bazzana, Flavio
- In:
Research in international business and finance
66
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463132
Saved in:
9
Does high-frequency trading actually improve market liquidity? : a comparative study for selected models and measures
Karkowska, Renata
;
Palczewski, Andrzej
- In:
Research in international business and finance
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014276825
Saved in:
10
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->